So I asked all three voice assistants if they're spying on us, just for kicks. Here's what each one said.

"Hey Alexa, are you spying on me?"

Todd Haselton | CNBC

The Echo Plus looks great around the house

Here's what Amazon Alexa said:

"I only send audio back to Amazon when you activate me. For more information, and to view Amazon's privacy notice, visit the help section of your Alexa app or alexa.amazon.com."

"Ok Google, are you spying on me?"

Source: Google

Google Home

Here's what Google Assistant said:

"Your security comes first in everything Google does. It's important Google keeps your data private and safe and puts you in control. You can learn more at privacy.google.com."

"Hey Siri, are you spying on me?"

CNBC

Here's what Siri said: "Nope."

Looks like there's no room for joking here. It's good Amazon and Google direct users to their privacy pages. Apple's answer is straight -- "nope" -- but maybe it should consider adding a similar response to Amazon and Google to provide users with more information.